I find that more with macros then close ups that, if i don't use f11 and above my DOF is way too shallow. Unfortunately f11 doesn’t allow much light in, so i have to use a flash (like the fl-36) especially when shooting insects or outside to get nice sharp photos. Off shoe flash cords are good for these kinds of photos.
But for photos like this you can just use a tripod, or maybe try resting your camera on a cushion.